Director (Quant Analyst), managerial experience required. You must be a solid Quant with key Risk exposure ideally at a large Investment Bank. You have gained at least 10 years commercial experience with a minimum of 5 years within both Counterparty Credit & Market Risk experience.
You will be responsible for supporting the regulatory approvals, syndicate design proposals, provide framework implementation of related risk management processes for expansion in Dublin, including demonstration of appropriateness of models.
Ensure compliance with regulatory regime
* responsible for governance of IMA and IMM model permissions granted by authorities in respect of market and counterparty credit risk regulatory capital requirements
Involvement in analysis and interpretation of key regulatory requirements
Build-up of local expertise in independent risk models for market risk and counterparty credit risk, ICAAP
* Model Optimisatiion & Data Management
Oversight market risk and counterparty risk modelling teams in Dublin Ireland
You possess the minimum of a MSc in a Quantitative Discipline and with excellent organisational and project management skills.
To apply submit CV to ben@its-city,coim
0203 176 6647
Internal Number: 5525764
About ITS-City Ltd
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